-70.2%
CPNG vs ALM
+691.9%
-762.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -9.6% | +9.0% | -0.1% |
| 7D | -5.4% | -7.1% | +1.7% | -5.1% |
| 30D | -11.1% | +24.7% | -35.8% | -12.3% |
| 3M | -3.0% | +8.3% | -11.3% | -3.9% |
| 6M | -23.5% | -22.2% | -1.3% | -23.5% |
| YTD | -37.8% | +88.1% | -125.9% | -39.9% |
| 1Y | -54.3% | +272.4% | -326.7% | -57.2% |
| 3Y | -20.8% | +2,004.1% | -2,024.9% | -30.4% |
| 5Y | -51.1% | +915.8% | -966.9% | -56.9% |
| All | -70.2% | +691.9% | -762.1% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ALM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling